Preheat your oven to 425°F (220°C). In a baking dish, combine chicken breast with olive oil, salt, and pepper. Bake for 18-25 minutes until golden and juices run clear. Cool slightly before shredding.

In a large pot, heat olive oil over medium heat. Add onion, celery, and carrots, sautéing for 5-8 minutes until tender. Stir in garlic and cook for an additional minute.

Pour in chicken broth, season with salt, pepper, and a bay leaf. Bring to a boil, then add orzo and simmer for 8-12 minutes until al dente.

Whisk together egg yolks and lemon juice in a bowl. Gradually add warm broth to the egg mixture while whisking to avoid curdling.

Stir the tempered egg mixture back into the soup, add shredded chicken, and heat on low for 3-5 minutes, stirring continuously.

Ladle soup into bowls and garnish with fresh herbs and feta cheese if desired.